+495.8%
FSLR vs GD
+190.6%
+305.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.4% | +3.0% |
| 7D | +15.3% | -5.0% | +20.3% | +17.8% |
| 30D | +11.7% | +8.9% | +2.7% | +7.2% |
| 3M | -17.6% | -8.0% | -9.6% | -14.8% |
| 6M | -7.7% | +2.9% | -10.6% | -9.6% |
| YTD | -23.0% | +7.1% | -30.1% | -26.2% |
| 1Y | -26.0% | +5.9% | -32.0% | -28.7% |
| 3Y | +36.9% | +53.9% | -17.0% | +7.4% |
| 5Y | +72.9% | +95.4% | -22.5% | +18.3% |
| All | +495.8% | +190.6% | +305.2% | +305.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling